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- W2000453141 abstract "Summary A connection is established between the Poisson-Exponential model and the Non-central Chi-squared distribution. This provides an alternative numerical method of calculating the distribution of aggregate claims and the distribution of the stop-loss reinsurance premium. A connection between this model and some recent work in the theory of option pricing is pointed out." @default.
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- W2000453141 title "The poisson-exponential model and the Non-Central Chi-squared distribution" @default.
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- W2000453141 doi "https://doi.org/10.1080/03461238.1978.10419482" @default.
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